Results 221 to 230 of about 368,428 (252)

Motive and Opportunity: Order Choice in a Limit Order Book With Dispersed Information

International Journal of Finance &Economics, EarlyView.
ABSTRACT We test predictions of market microstructure theory relating to the determinants of order choice in a limit order book where information is dispersed among traders. Using an experimental limit order book, with a large state space, we find that informed traders exhibit patience, compatible with the ‘waiting game’ behaviour described in Foster ...
James Steeley, Charles Schnitzlein, Patricia Chelley‐Steeley   +2 more
wiley   +1 more source

Sustained exposure to low- and high-income status and risk of all-cause mortality in individuals with rheumatoid arthritis: a population-based retrospective cohort study from 2010 to 2020. [PDF]

RMD Open
Lee HY, Kang S, Shin DW, Han KD.
europepmc   +1 more source

The Sector Liquidity Timing Ability of Bond Mutual Funds

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate whether bond mutual fund managers exhibit market liquidity timing skills in the U.S. corporate bond market. At the portfolio level, we find only weak evidence that bond funds adjust their overall market exposure in anticipation of changes in corporate bond market liquidity.
Zhengnan Yin, Niall O'Sullivan, Meadhbh Sherman, Yuting Chen   +3 more
wiley   +1 more source

Psychological barriers to participation in the labor market: Evidence from rural Ghana. [PDF]

J Dev Econ
Carvalho L, de Walque D, Lund C, Schofield H, Somville V, Wei J.   +5 more
europepmc   +1 more source

Stock Price Deviations From Fundamentals Levels: Mis‐Valuation due to Investor Overconfidence?

International Journal of Finance &Economics, EarlyView.
ABSTRACT We use the Residual Income Valuation Model to obtain fundamental values for sample stocks in six Eurozone markets. We then estimate the deviation between the fundamental values and actual stock prices. Subsequently, we examine whether these deviations can be systematically explained by business cycle trends, trends in local economic sentiment,
Stella N. Spilioti, Andrianos E. Tsekrekos   +1 more
wiley   +1 more source

Research on the impact of algorithmic trading on market volatility. [PDF]

Sci Rep
Yang D, Yang Y, Luo J, Wang Z, Sha H.
europepmc   +1 more source

Global Oil and Gas Stocks: Anomalies, Systematic Risks and Mispricing

International Journal of Finance &Economics, EarlyView.
ABSTRACT We analyse anomaly and factor risk premia in the global oil and gas (OG) sector, which plays a central role in the global economy through its importance for energy supply, industrial production, and capital markets. Using firm‐level and portfolio data, we examine whether cross‐sectional return patterns reflect systematic risk compensation or ...
Nader Virk, Mohsin Sadaqat, Hilal A. Butt, Giulia Fantini   +3 more
wiley   +1 more source

Multi-Sensor Temporal Fusion Transformer for Stock Performance Prediction: An Adaptive Sharpe Ratio Approach. [PDF]

Sensors (Basel)
Yang J, Li P, Cui Y, Han X, Zhou M.
europepmc   +1 more source

Gender inequality in the impact of climate shock on physical health and its spillover effect. [PDF]

BMC Health Serv Res
Zhao H, Chen Z.
europepmc   +1 more source

To the moon: Retail investor attention and sentiment across asset types in online media. [PDF]

PLoS One
Smith ML, Widmar NJO, Kilders V.
europepmc   +1 more source